+15.5%
TSLA vs WY
-31.4%
+46.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.8% |
| 7D | +8.9% | -0.8% | +9.7% | +9.4% |
| 30D | +6.3% | +10.1% | -3.8% | -0.3% |
| 3M | +14.8% | -15.4% | +30.2% | +25.3% |
| 6M | -12.4% | -8.3% | -4.1% | -10.2% |
| YTD | -13.2% | -9.8% | -3.4% | -11.6% |
| 1Y | -2.9% | -3.9% | +1.0% | -6.1% |
| 3Y | +74.4% | -23.3% | +97.7% | +91.7% |
| All | +15.5% | -31.4% | +46.9% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling